Finding a conditional probability from joint p.d.f

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Homework Help Overview

The discussion revolves around finding a conditional probability from a joint probability density function (p.d.f). The original poster attempts to calculate the conditional probability $$\mathbb{P}(2X > Y |1 < 4Z < 3)$$ using the joint p.d.f and marginal distributions, while expressing confusion over the limits of integration for the marginal p.d.f of Z.

Discussion Character

  • Exploratory, Assumption checking, Mathematical reasoning

Approaches and Questions Raised

  • Participants discuss the method of calculating the conditional probability and the need to find the marginal p.d.f of Z. Questions are raised about the independence of variables X, Y, and Z, and how this affects the simplification of the expression. There is also uncertainty regarding the appropriate limits of integration for the marginal distribution.

Discussion Status

Some participants suggest that the original approach is valid but may be simplified if certain independence assumptions hold. There is an ongoing exploration of how to verify these independence conditions and the implications for the calculations.

Contextual Notes

Participants note the need to verify the independence of the variables involved, which may influence the calculations. The original poster expresses uncertainty about the limits of integration, indicating potential constraints in the problem setup.

Hamiltonian
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Homework Statement
If the following joint p.d.f. can be considered for the random variables X, Y, and Z:
$$f(x,y,z) = \begin{cases} 2 & for & 0<x<y<1\ \&\ 0<z<1 \\ 0 & otherwise\end{cases}$$

Evaluate ##\mathbb{P}(2X > Y |1 < 4Z < 3).##
Relevant Equations
$$f_{X|Y}(x|y) = \frac{f_{X,Y}(x,y)} {f_{Y}(y)}$$
using the equation mentioned under Relevant Equations I can get, $$\mathbb{P}(2X > Y |1 < 4Z < 3) = \frac{\mathbb{P}(2X>Y, 1<4z<3)}{\mathbb{P}(1<4z<3)}$$ I can find the denominator by finding the marginal probability distribution, ##f_{Z}(z)## and then integrating that with bounds 0 to 1. But I am a little confused as to the limits of integration I need to use to find ##f_{Z}(z)## and then there's still the question of what I need to do to find the numerator.
$$f_{Z}(z) = \int_{?}^{?}\int_{?}^{?} f(x,y,z) dx dy$$

Additionally, I wonder if this approach is completely flawed and whether there is a better way to approach this problem.
 
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The approach is not flawed, but there is an easier way.
Are X and Y independent of Z?
If so how can we simplify the target expression ##\mathbb{P}(2X > Y |1 < 4Z < 3)##?

Regarding limits for integration, the starting point is ##-\infty## to ##+\infty##. But usually you can narrow that down by identifying the region over which the integrand is nonzero. If the region is rectangular, with sides aligned with coordinate axes, your limits will be simple constants. Otherwise your limits for the inner integral will depend on the values of the integration variable of the outer integral
 
andrewkirk said:
The approach is not flawed, but there is an easier way.
Are X and Y independent of Z?
If so how can we simplify the target expression ##\mathbb{P}(2X > Y |1 < 4Z < 3)##?
X and Y are independent of Z but are dependent on each other. So is ##\mathbb{P}(2X > Y |1 < 4Z < 3) = \mathbb{P}(2X>Y)##
 
Verify the equality ##f_{X,Y}(x,y)f_Z(z) = f(x,y,z)## to determine independence of ##(X,Y)## and ##Z## if necessary.
 

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